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Ep. 235: Harry Markowitz Interview with Michael Covel on Trend Following Radio

Michael Covel's Trend Following

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The Life and Times of a Quant Running a Hedge Fund

I ran a hedge fund from 1969 to 72, roughly. I was at UCLA for a couple of years until I thought, you know, being a full professor get you on committees and I don't want to be on committees. But I became a consultant somewhat to an outfit called Arbor Charge Management Company. He got us into merger Arbor Charge, ITT Hartford, it blew up in our face. We ended up moving to New York where we did quite well. And then after 23 years in New York, I said, wait,. enough, enough. We're going back to Southern California and I can tell the difference between Santa Monica and San Diego.We're going to San Diego.

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